BTEFX vs. BOSOX

Last updated Jun 5, 2026

BTEFX (Boston Trust Equity Fund) and BOSOX (Boston Trust Small Cap Fund) are both mutual funds - BTEFX is a Large Cap Blend Equities fund managed by Boston Trust Walden, while BOSOX is a Small Cap Blend Equities fund managed by Boston Trust Walden. Over the past 10 years, BTEFX returned 11.97%/yr vs 10.19%/yr for BOSOX. Their correlation of 0.85 suggests significant overlap in exposure. BTEFX charges 0.85%/yr vs 1.00%/yr for BOSOX.

Performance

BTEFX vs. BOSOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Boston Trust Equity Fund (BTEFX) and Boston Trust Small Cap Fund (BOSOX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BTEFX achieves a 2.64% return, which is significantly lower than BOSOX's 6.27% return. Over the past 10 years, BTEFX has outperformed BOSOX with an annualized return of 11.97%, while BOSOX has yielded a comparatively lower 10.19% annualized return.

BTEFX

• 1D: -0.54%
• 1M: 0.00%
• YTD: 2.64%
• 6M: 2.02%
• 1Y: 12.59%
• 3Y*: 11.41%
• 5Y*: 7.89%
• 10Y*: 11.97%

BOSOX

• 1D: -0.34%
• 1M: 1.61%
• YTD: 6.27%
• 6M: 4.35%
• 1Y: 6.72%
• 3Y*: 7.62%
• 5Y*: 4.78%
• 10Y*: 10.19%

*Multi-year figures are annualized to reflect compound growth (CAGR)

BTEFX vs. BOSOX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BTEFX Boston Trust Equity Fund	2.64%	8.85%	13.70%	17.29%	-14.15%	29.74%	14.66%	31.87%	-2.55%	18.76%
BOSOX Boston Trust Small Cap Fund	6.27%	-4.04%	12.52%	10.09%	-9.05%	28.10%	8.27%	38.35%	-6.01%	12.24%

Correlation

The correlation between BTEFX and BOSOX is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.68
Correlation (3Y) Calculated over the trailing 3-year period	0.75
Correlation (5Y) Calculated over the trailing 5-year period	0.81
Correlation (10Y) Calculated over the trailing 10-year period	0.80
Correlation (All Time) Calculated using the full available price history since Dec 20, 2005	0.85

The correlation between BTEFX and BOSOX shifts across timeframes, from 0.68 (1 year) to 0.85 (all time), reflecting how their relationship changes across market environments.

Return for Risk

BTEFX vs. BOSOX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BTEFX

BTEFX Risk / Return Rank: 21
BTEFX Sharpe Ratio Rank: 21
BTEFX Sortino Ratio Rank: 21
BTEFX Omega Ratio Rank: 20
BTEFX Calmar Ratio Rank: 18
BTEFX Martin Ratio Rank: 26

BOSOX

BOSOX Risk / Return Rank: 6
BOSOX Sharpe Ratio Rank: 6
BOSOX Sortino Ratio Rank: 6
BOSOX Omega Ratio Rank: 5
BOSOX Calmar Ratio Rank: 7
BOSOX Martin Ratio Rank: 7

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BTEFX vs. BOSOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Boston Trust Equity Fund (BTEFX) and Boston Trust Small Cap Fund (BOSOX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	BTEFX	BOSOX	Difference
Sharpe ratio: Return per unit of total volatility	1.30	0.42	+0.88
Sortino ratio: Return per unit of downside risk	1.89	0.74	+1.14
Omega ratio: Gain probability vs. loss probability	1.23	1.08	+0.15
Calmar ratio: Return relative to maximum drawdown	1.50	0.60	+0.90
Martin ratio: Return relative to average drawdown	6.21	1.78	+4.43
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BTEFX vs. BOSOX - Sharpe Ratio Comparison

The current BTEFX Sharpe Ratio is 1.30, which is higher than the BOSOX Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of BTEFX and BOSOX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	BTEFX	BOSOX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.30	0.42	+0.88
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.52	0.27	+0.25
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.71	0.52	+0.18
Sharpe Ratio (All Time) Calculated using the full available price history	0.53	0.43	+0.11

Drawdowns

BTEFX vs. BOSOX - Drawdown Comparison

The maximum BTEFX drawdown since its inception was -47.71%, smaller than the maximum BOSOX drawdown of -51.32%. Use the drawdown chart below to compare losses from any high point for BTEFX and BOSOX.

Drawdown Indicators

	BTEFX	BOSOX	Difference
Max Drawdown Largest peak-to-trough decline	-47.71%	-51.32%	+3.61%
Max Drawdown (1Y) Largest decline over 1 year	-8.42%	-10.69%	+2.27%
Max Drawdown (3Y) Largest decline over 3 years	-16.59%	-22.36%	+5.77%
Max Drawdown (5Y) Largest decline over 5 years	-23.03%	-22.36%	-0.67%
Max Drawdown (10Y) Largest decline over 10 years	-32.83%	-36.79%	+3.96%
Current Drawdown Current decline from peak	-1.79%	-6.99%	+5.20%
Average Drawdown Average peak-to-trough decline	-5.57%	-7.27%	+1.70%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.02%	3.57%	-1.55%

Volatility

BTEFX vs. BOSOX - Volatility Comparison

The current volatility for Boston Trust Equity Fund (BTEFX) is 2.06%, while Boston Trust Small Cap Fund (BOSOX) has a volatility of 3.84%. This indicates that BTEFX experiences smaller price fluctuations and is considered to be less risky than BOSOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BTEFX	BOSOX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.06%	3.84%	-1.78%
Volatility (6M) Calculated over the trailing 6-month period	6.98%	10.07%	-3.09%
Volatility (1Y) Calculated over the trailing 1-year period	9.69%	15.10%	-5.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.16%	17.82%	-2.66%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.99%	19.55%	-2.56%

BTEFX vs. BOSOX - Expense Ratio Comparison

BTEFX has a 0.85% expense ratio, which is lower than BOSOX's 1.00% expense ratio.

Dividends

BTEFX vs. BOSOX - Dividend Comparison

BTEFX's dividend yield for the trailing twelve months is around 7.14%, more than BOSOX's 4.15% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BOSOX Boston Trust Small Cap Fund	4.15%	4.41%	6.52%	0.78%	5.09%	8.93%	2.56%	12.46%	16.19%	9.13%	3.14%	18.92%
BTEFX Boston Trust Equity Fund	7.14%	7.33%	2.50%	1.54%	3.16%	2.65%	2.91%	1.01%	1.80%	0.98%	6.71%	7.63%

Frequently Asked Questions

Can I hold both BTEFX and BOSOX in my portfolio?

BTEFX and BOSOX have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BTEFX or BOSOX?

BOSOX has higher volatility (3.84%) compared to BTEFX (2.06%). In terms of maximum drawdown, BTEFX dropped -47.71% vs BOSOX's -51.32%.

Which has better risk-adjusted returns?

BTEFX currently has the higher Sharpe Ratio (1.30 vs 0.42), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.